CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 10-Oct-2017
Day Change Summary
Previous Current
09-Oct-2017 10-Oct-2017 Change Change % Previous Week
Open 1.1852 1.1853 0.0001 0.0% 1.1918
High 1.1865 1.1930 0.0065 0.5% 1.1928
Low 1.1835 1.1853 0.0018 0.2% 1.1780
Close 1.1860 1.1914 0.0055 0.5% 1.1844
Range 0.0031 0.0078 0.0047 154.1% 0.0148
ATR 0.0080 0.0080 0.0000 -0.2% 0.0000
Volume 324 699 375 115.7% 1,644
Daily Pivots for day following 10-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2131 1.2100 1.1957
R3 1.2054 1.2023 1.1935
R2 1.1976 1.1976 1.1928
R1 1.1945 1.1945 1.1921 1.1961
PP 1.1899 1.1899 1.1899 1.1907
S1 1.1868 1.1868 1.1907 1.1883
S2 1.1821 1.1821 1.1900
S3 1.1744 1.1790 1.1893
S4 1.1666 1.1713 1.1871
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2293 1.2216 1.1925
R3 1.2146 1.2069 1.1885
R2 1.1998 1.1998 1.1871
R1 1.1921 1.1921 1.1858 1.1886
PP 1.1851 1.1851 1.1851 1.1833
S1 1.1774 1.1774 1.1830 1.1738
S2 1.1703 1.1703 1.1817
S3 1.1556 1.1626 1.1803
S4 1.1408 1.1479 1.1763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1930 1.1780 0.0150 1.3% 0.0060 0.5% 89% True False 429
10 1.1945 1.1780 0.0165 1.4% 0.0066 0.6% 81% False False 344
20 1.2150 1.1780 0.0370 3.1% 0.0078 0.7% 36% False False 316
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2259
2.618 1.2133
1.618 1.2055
1.000 1.2008
0.618 1.1978
HIGH 1.1930
0.618 1.1900
0.500 1.1891
0.382 1.1882
LOW 1.1853
0.618 1.1805
1.000 1.1775
1.618 1.1727
2.618 1.1650
4.250 1.1523
Fisher Pivots for day following 10-Oct-2017
Pivot 1 day 3 day
R1 1.1906 1.1894
PP 1.1899 1.1875
S1 1.1891 1.1855

These figures are updated between 7pm and 10pm EST after a trading day.

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